+366.0%
WDC vs CLSK
+36.0%
+329.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.8% | -9.8% | -5.0% |
| 7D | -4.3% | +7.7% | -12.0% | -6.6% |
| 30D | -1.5% | +12.2% | -13.7% | -5.9% |
| 3M | -15.5% | -15.5% | 0.0% | -12.9% |
| 6M | +66.5% | +39.3% | +27.1% | +52.7% |
| YTD | +159.9% | +35.1% | +124.8% | +135.9% |
| 1Y | +366.0% | +34.0% | +331.9% | +293.6% |
| All | +366.0% | +36.0% | +329.9% | +293.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling